+217.0%
HUT vs OVV
+37.0%
+180.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +3.7% | -10.7% | +14.4% | +7.2% |
| 30D | -32.3% | -5.3% | -27.0% | -31.4% |
| 3M | -35.6% | +2.4% | -38.0% | -36.5% |
| 6M | -42.1% | +5.7% | -47.7% | -43.6% |
| YTD | +24.1% | +56.8% | -32.6% | +6.8% |
| 1Y | +27.9% | +59.3% | -31.4% | +9.8% |
| 3Y | +409.1% | +49.0% | +360.1% | +342.6% |
| 5Y | -25.9% | +88.1% | -114.1% | -39.0% |
| All | +217.0% | +37.0% | +180.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling